+95.4%
CAT vs HCA
-0.5%
+96.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.7% |
| 7D | +1.7% | -3.1% | +4.8% | +1.7% |
| 30D | -6.6% | -1.1% | -5.4% | -6.5% |
| 3M | -13.3% | +12.2% | -25.4% | -14.2% |
| 6M | +11.6% | -25.3% | +37.0% | +16.6% |
| YTD | +42.9% | -12.9% | +55.9% | +48.7% |
| 1Y | +95.4% | -0.9% | +96.4% | +103.0% |
| All | +95.4% | -0.5% | +96.0% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling